It is well known that historical data can be quite different between different sources. There is sometimes a big difference in some equity prices between QC historical data (QuantQuote) and what my broker (IB) is showing for that point in time. So if you are backtesting and live trading on different data streams, i would think the backtesting results are not that valid? I recon it is even of a concern with forex data.
If you have live or paper traded here, how would you compare the results with backtesting results. Assuming correct slippage estimation.